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180706t20181996flu b ob 001 0 eng d |
| 005 |
20220613175749.4 |
| 020 |
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|a 9780203738283
|q (e-book : PDF)
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| 024 |
7 |
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|a 10.1201/9780203738283
|2 doi
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| 035 |
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|a (OCoLC)1031314343
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| 035 |
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|a 9780203738283
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| 040 |
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|a FlBoTFG
|c FlBoTFG
|e rda
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| 050 |
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4 |
|a QA274.2
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| 072 |
|
7 |
|a MAT
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|2 bisacsh
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| 072 |
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7 |
|a MAT
|x 003000
|2 bisacsh
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| 072 |
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|a MAT
|x 029010
|2 bisacsh
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| 072 |
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|a PBT
|2 bicscc
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| 082 |
0 |
4 |
|a 519.2
|2 23
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| 100 |
1 |
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|a Durrett, Richard,
|d 1951-
|e author.
|
| 245 |
1 |
0 |
|a Stochastic calculus :
|b a practical introduction /
|c by Richard Durrett.
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| 250 |
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|a First edition.
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| 264 |
|
1 |
|a Boca Raton, FL :
|b CRC Press, an imprint of Taylor and Francis,
|c [2018].
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| 264 |
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4 |
|c ©1996
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| 300 |
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|a 1 online resource (341 pages).
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Probability and stochastics series
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| 505 |
0 |
0 |
|t chapter 1 Brownian Motion /
|r Richard Durrett --
|t chapter 2 Stochastic Integration /
|r Richard Durrett --
|t chapter 3 Brownian Motion, II /
|r Richard Durrett --
|t chapter 4 Partial Differential Equations /
|r Richard Durrett --
|t chapter 5 Stochastic Differential Equations /
|r Richard Durrett --
|t chapter 6 One Dimensional Diffusions /
|r Richard Durrett --
|t chapter 7 Diffusions as Markov Processes /
|r Richard Durrett --
|t chapter 8 Weak Convergence /
|r Richard Durrett.
|
| 520 |
3 |
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|a This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
|
| 650 |
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0 |
|a Stochastic analysis.
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| 650 |
|
7 |
|a MATHEMATICS / Applied.
|2 bisacsh
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| 650 |
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7 |
|a MATHEMATICS / Probability & Statistics / Bayesian Analysis.
|2 bisacsh
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| 650 |
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7 |
|a MATHEMATICS / Probability & Statistics / General.
|2 bisacsh
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| 655 |
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7 |
|a Electronic books.
|2 local
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| 710 |
1 |
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|a Taylor & Francis.
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| 710 |
2 |
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|a Taylor and Francis.
|
| 730 |
0 |
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|a MATHnetBASE.
|
| 776 |
0 |
8 |
|i Print version:
|z 9780849380716
|
| 830 |
|
0 |
|a Probability and stochastics series.
|
| 856 |
4 |
0 |
|u http://proxy.library.tamu.edu/login?url=https://www.taylorfrancis.com/books/9780203738283
|z Connect to the full text of this electronic book
|t 0
|
| 999 |
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|t 0
|
| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
|t 0
|e QA274.2
|h Library of Congress classification
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| 998 |
f |
f |
|a QA274.2
|t 0
|l Available Online
|